"The craziest thing about being painted," she tells PEOPLE exclusively, "is that you really don't feel naked. You feel very, very covered up."

So, when the opportunity presented itself to strip down and brush up for a video spot teasing the second season of GSN's body-painting reality competition Skin Wars, which she hosts, Romijn happily offered to transform into living art.

Appearing on Wednesday as a guest on Bravo's Watch What Happens Live, Jerry O'Connell shared the story of how he had to tell his daughters that their mother was once married to Uncle Jesse from Full House.

The show's other guest was Full House star Lori Loughlin, and host Andy Cohen couldn't resist bringing up his guests' shared connection with John Stamos: Loughlin's character was married to Stamos' on the show, and in real life, O'Connell's wife Rebecca Romijn was previously married to Stamos.

"Happy Holidays from all nine of us!!" Romijn, 40, wrote alongside a Twitter pic of her big family, all of whom – from the couple's twin girls Dolly and Charlie to their three dogs and two cats – were clad in bright green Christmas pajamas decorated with snowmen and pine trees.